Asymptotic properties of one-step weighted M-estimators with applications to regression
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Cited in
(12)- A journey in single steps: robust one-step M-estimation in linear regression
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
- Constructing explicit estimators in nonlinear regression problems
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
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- Asymptotic properties of one-step \(M\)-estimators
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Conditions of Asymptotic Normality of One-Step M-Estimators
- Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process
- Mean function estimation for a noisy random process under a sparse data condition
- Toward the notion of intrinsically linear models in nonlinear regression
- Asymptotic Properties of Weighted M-estimators for variable probability samples
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